WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 421,702 COMMITMENTS 76,099 66,077 98,276 214,242 208,487 388,618 372,841 33,084 48,861 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 2,821) 2,643 -614 1,225 -1,692 3,080 2,176 3,691 645 -870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 15.7 23.3 50.8 49.4 92.2 88.4 7.8 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 122 123 130 74 103 279 283 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,220,867 COMMITMENTS 282,585 59,602 260,362 549,839 621,111 1092785 941,074 128,082 279,793 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 6,007) 26,837 -3,562 -1,813 -13,276 18,747 11,748 13,371 -5,740 -7,364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 4.9 21.3 45.0 50.9 89.5 77.1 10.5 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 690) 194 109 236 191 294 515 569 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,641 COMMITMENTS 2,340 1 1,187 6,515 10,394 10,042 11,582 2,599 1,059 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -996) -179 -105 84 -891 -774 -986 -795 -10 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 0.0 9.4 51.5 82.2 79.4 91.6 20.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 1 6 13 12 28 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 608,589 COMMITMENTS 140,233 25,845 162,643 240,811 324,236 543,686 512,724 64,903 95,866 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 21,245) 1,725 -1,522 7,664 8,659 14,695 18,048 20,837 3,197 407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 4.2 26.7 39.6 53.3 89.3 84.2 10.7 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 478) 179 101 163 113 173 382 362 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 19,389 COMMITMENTS 15,754 1,985 484 0 2,216 16,238 4,685 3,151 14,704 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,843) 2,019 -325 60 0 303 2,079 38 -236 1,805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.3 10.2 2.5 0.0 11.4 83.7 24.2 16.3 75.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 17 5 10 0 5 18 19 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 294,010 COMMITMENTS 61,284 20,144 72,463 122,483 179,012 256,230 271,618 37,780 22,392 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 6,808) 811 -663 -1,983 5,305 7,826 4,133 5,180 2,675 1,628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 6.9 24.6 41.7 60.9 87.2 92.4 12.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 82 45 75 61 61 198 156 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 865,642 COMMITMENTS 84,567 160,191 46,575 583,437 518,227 714,578 724,992 151,063 140,649 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 15,167) 12,898 -16,138 6,997 -8,533 29,400 11,363 20,259 3,804 -5,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 18.5 5.4 67.4 59.9 82.5 83.8 17.5 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 36 30 37 79 82 131 133 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 183,463 COMMITMENTS 57,321 14,680 23,834 64,516 122,946 145,671 161,461 37,792 22,003 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -3,070) 3,701 1,410 -1,375 -7,116 -2,997 -4,791 -2,962 1,720 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 8.0 13.0 35.2 67.0 79.4 88.0 20.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 71 29 41 52 50 145 105 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,633 COMMITMENTS 6,691 269 1,232 4,778 14,852 12,701 16,353 4,932 1,281 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,447) 526 -157 361 109 1,043 997 1,247 451 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 1.5 7.0 27.1 84.2 72.0 92.7 28.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 36 2 8 27 20 68 29 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,023,607 COMMITMENTS 360,513 144,112 65,611 508,804 687,876 934,928 897,598 88,679 126,009 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -85,094) -28,187 -28,675 25,275 -68,412 -51,914 -71,324 -55,313 -13,770 -29,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 14.1 6.4 49.7 67.2 91.3 87.7 8.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 38 53 31 81 126 137 192 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,601,570 COMMITMENTS 198,263 202,325 178,077 911,672 902,305 1288012 1282707 313,557 318,863 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 59,414) 10,122 -66,443 54,430 -15,163 55,706 49,389 43,693 10,025 15,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 12.6 11.1 56.9 56.3 80.4 80.1 19.6 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 40 42 50 109 119 175 185 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 936,001 COMMITMENTS 114,949 88,813 64,648 521,765 538,276 701,362 691,737 234,639 244,264 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 54,374) -22,635 9,422 40,403 18,630 -10,661 36,398 39,164 17,977 15,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 9.5 6.9 55.7 57.5 74.9 73.9 25.1 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 19 18 17 76 87 105 112 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 902,227 COMMITMENTS 71,717 45,379 287,542 493,682 521,162 852,941 854,083 49,286 48,143 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -45,259) -850 -4,212 -45,495 -7,573 1,773 -53,918 -47,934 8,659 2,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 5.0 31.9 54.7 57.8 94.5 94.7 5.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 28 31 47 49 56 99 114 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 15,678 COMMITMENTS 3,519 2,854 4 8,700 9,222 12,223 12,080 3,455 3,599 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -1,103) -255 237 2 -0 -1,499 -253 -1,260 -849 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 18.2 0.0 55.5 58.8 78.0 77.0 22.0 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 7 2 5 8 10 16 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 73,088 COMMITMENTS 38,142 14,155 1,119 21,872 46,255 61,132 61,528 11,955 11,560 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 3,678) 3,468 1,435 72 -1,406 6,394 2,134 7,900 1,544 -4,223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.2 19.4 1.5 29.9 63.3 83.6 84.2 16.4 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 44 15 8 28 32 74 53 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 12,456 COMMITMENTS 9,323 9,523 0 1,982 2,933 11,305 12,456 1,151 0 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 194) 184 98 0 23 104 207 202 -13 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.8 76.5 0.0 15.9 23.5 90.8 100.0 9.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 11 6 0 2 3 13 9 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 16,014 COMMITMENTS 585 3,670 95 15,128 12,103 15,808 15,868 206 146 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -774) 55 -285 -4 -719 -448 -668 -737 -106 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 22.9 0.6 94.5 75.6 98.7 99.1 1.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 9 1 14 15 19 24 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 37,855 COMMITMENTS 5,711 251 88 31,569 37,178 37,368 37,517 487 338 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -865) -797 -613 66 -98 -275 -829 -822 -36 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 0.7 0.2 83.4 98.2 98.7 99.1 1.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 10 5 1 10 9 20 15
Updated December 4, 2009